+24.2%
AZN vs ALB
-29.2%
+53.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.8% |
| 7D | -2.9% | -8.6% | +5.7% | -2.4% |
| 30D | -3.1% | -4.0% | +1.0% | -2.9% |
| 3M | -14.4% | -17.4% | +2.9% | -13.5% |
| 6M | -19.5% | -25.4% | +5.9% | -18.4% |
| YTD | -13.8% | -10.5% | -3.2% | -14.0% |
| 1Y | -2.4% | +75.8% | -78.2% | -8.0% |
| All | +24.2% | -29.2% | +53.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling